SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Sep-2022

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	400.28	393.13	-7.15	-1.8%	402.20
High	401.56	394.12	-7.44	-1.9%	405.84
Low	390.33	388.42	-1.91	-0.5%	390.04
Close	392.24	390.76	-1.48	-0.4%	392.24
Range	11.23	5.70	-5.53	-49.2%	15.80
ATR	6.93	6.84	-0.09	-1.3%	0.00
Volume	99,632,100	76,637,400	-22,994,700	-23.1%	405,424,900

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	408.20	405.18	393.90
R3	402.50	399.48	392.33
R2	396.80	396.80	391.81
R1	393.78	393.78	391.28	392.44
PP	391.10	391.10	391.10	390.43
S1	388.08	388.08	390.24	386.74
S2	385.40	385.40	389.72
S3	379.70	382.38	389.19
S4	374.00	376.68	387.63

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	443.44	433.64	400.93
R3	427.64	417.84	396.59
R2	411.84	411.84	395.14
R1	402.04	402.04	393.69	399.04
PP	396.04	396.04	396.04	394.54
S1	386.24	386.24	390.79	383.24
S2	380.24	380.24	389.34
S3	364.44	370.44	387.90
S4	348.64	354.64	383.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	404.10	388.42	15.68	4.0%	7.59	1.9%	15%	False	True	83,338,300
10	419.96	388.42	31.54	8.1%	7.02	1.8%	7%	False	True	73,437,440
20	431.73	388.42	43.31	11.1%	5.73	1.5%	5%	False	True	67,039,610
40	431.73	371.04	60.69	15.5%	5.96	1.5%	32%	False	False	67,857,395
60	431.73	362.17	69.56	17.8%	6.35	1.6%	41%	False	False	76,492,526
80	431.73	362.17	69.56	17.8%	6.86	1.8%	41%	False	False	79,447,335
100	450.01	362.17	87.84	22.5%	7.48	1.9%	33%	False	False	87,090,098
120	462.07	362.17	99.90	25.6%	7.27	1.9%	29%	False	False	87,208,293

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.12
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	418.35
2.618	409.04
1.618	403.34
1.000	399.82
0.618	397.64
HIGH	394.12
0.618	391.94
0.500	391.27
0.382	390.60
LOW	388.42
0.618	384.90
1.000	382.72
1.618	379.20
2.618	373.50
4.250	364.20

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	391.27	394.99
PP	391.10	393.58
S1	390.93	392.17

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These figures are updated between 7pm and 10pm EST after a trading day.

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